Anic Equity¶

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Total return since start: 0.55 %¶

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Equity now: -----------------------------> 47344.68 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 45946.69 Kr¶

PnL: ---------------------------------------> -941.88 Kr¶

DD now: ---------------------------------> -2.643 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 09:33:16.112873'

Anic Portfolio¶

This Week¶

Return: -1.151 %¶

Total¶

Return: 55.049 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.000000 3110.000000 183.000000 6.250000 2927.000000
HEBA B 70 0.250000 2779.000000 143.000000 5.420000 2636.000010
HMS Networks 2 -2.120000 774.000000 101.000000 15.010000 673.000000
Nordea Bank Abp 29 0.750000 3509.580000 55.580000 1.610000 3453.999992
MedCap 2 -0.220000 462.000000 41.000000 9.740000 421.000000
Samhällsbyggnadsbo. i Norden B 20 0.800000 392.900000 37.900000 10.680000 355.000000
Corem Property Group B 59 0.990000 604.750000 27.750000 4.810000 576.999999
Resurs Holding 22 0.740000 598.180000 24.180000 4.210000 573.999998
AcadeMedia 12 -0.120000 577.920000 20.920000 3.760000 557.000004
SAAB B 8 -1.320000 3397.600000 20.600000 0.610000 3377.000000
Intrum 4 0.400000 547.000000 20.000000 3.800000 527.000000
Norva24 Group 16 1.270000 560.960000 17.960000 3.310000 543.000000
Eastnine 4 0.790000 508.000000 17.000000 3.460000 491.000000
Swedbank A 3 0.830000 580.650000 16.650000 2.950000 564.000000
OEM International B 7 -0.380000 543.900000 15.900000 3.010000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.180000 576.450000 14.450000 2.570000 562.000005
Securitas B 6 0.750000 580.440000 10.440000 1.830000 570.000000
Boozt 12 -0.570000 1662.000000 8.000000 0.480000 1653.999996
Creaspac SPAC 6 0.310000 582.600000 5.600000 0.970000 577.000002
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.880000 248.880000 2.880000 1.170000 246.000000
Coor Service Management Hold. 8 -0.220000 534.400000 2.400000 0.450000 532.000000
Handelsbanken A 5 0.650000 543.500000 -2.500000 -0.460000 546.000000
Midsona B 63 0.330000 570.150000 -12.850000 -2.200000 582.999984
Essity B 2 0.400000 551.400000 -22.600000 -3.940000 574.000000
CTEK 13 -4.390000 507.390000 -26.610000 -4.980000 533.999999
International Petroleum Corp. 5 2.810000 567.500000 -27.070000 -4.550000 594.565215
Essity A 4 0.910000 1108.000000 -41.000000 -3.570000 1149.000000
Vivesto 1368 -1.230000 547.200000 -65.800000 -10.730000 612.999432
Sampo Oyj SDB 7 0.470000 3776.500000 -73.500000 -1.910000 3850.000000
Fasadgruppen Group 35 1.740000 3675.000000 -136.000000 -3.570000 3810.999990
Beijer Electronics Group 26 0.370000 2813.200000 -157.800000 -5.310000 2971.000006
OX2 18 -0.890000 1405.800000 -258.200000 -15.520000 1663.999992
Axfood 13 0.340000 3480.100000 -275.900000 -7.350000 3756.000001
Ovzon 52 -1.120000 2745.600000 -616.400000 -18.330000 3361.999992
TOTAL 45963.450000 -925.120000 -2.60838% 46888.564618

Updated:¶

'2023-01-27 09:32:08.385437'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶